姓名

林鸿文

职称

副教授

职务 金融系系主任 电子邮件

lin2979181051@qq.com

研究领域及教授课程

[Momentum] ；[ 经济学、投资银行、金融风险 ]

教育背景

金融学博士、经济学博士

职业经历

澳门永利402手机版

参与课题

? 金融创新与无缝隙接轨教学工程 (编号：ZNZL1607，重点项目，教学质量工程建设项目：拔尖创新人才培养计划) ，中山大学南方学院，2016，负责人。

? 产学协同育人机制建设(编号：201605，重点项目，教学改革研究项目)，中山大学南方学院，2016，负责人。

? 基于学分制改革背景下的教学质量内部保障与监测体系建设-大陆与台湾之经验整合 (高等教育教学改革立项项目)，约1.7万，广东省教育厅，2015，负责人。

? 金融工程应用型人才培养示范专业建设项目 (ZNZL1519)，2万，中山大学南方学院，2015，负责人。

发表论文

I. 期刊

? Hung-Wen Lin, Mao-Wei Hung and Jing-Bo Huang (2018), “Artificial Momentum, Native Contrarian, and Transparency in China,” Computational Economics, Vol. 51, No. 2, p. 263–294. 【SSCI】

? Chung-Ching Tai, Hung-Wen Lin, Bin-Tzong Chie, Chen-Yuan Tung (2018), “Predicting the Failures of Prediction Markets: A Procedure of Decision Making using Classification Models”, International Journal of Forecasting (Article in press)【SSCI】

? Hung-Wen Lin, Jing-Bo Huang, Kun-Ben Lin and Shu-Heng Chen (2018), “Do Information Quantity and Transmission Make a Difference to the Stable Contrarian?”, Advances in Intelligent Systems and Computing, forthcoming. 【EI, Springer】

? Shu-Heng Chen, Hung-Wen Lin, Edgardo Bucciarelli, Fabrizio Muratore, and Iacopo Odoardi (2018), “A Data Mining Analysis of the Chinese Inland-Coastal Inequality”, Advances in Intelligent Systems and Computing. 【EI, Springer】

? Hung-Wen Lin，Jing-Bo Huang and Kun-Ben Lin (2017), “Causalities among Momentum, Transparency and Media in China,” in Proceedings of 2017 International Conference on Behavioral, Economic and Social-Cultural Computing. 【CPCI, EI】

? Hung-Wen Lin and Mao-Wei Hung (2016), “China Momentum and Transparency,” in Proceedings of 2015 International Conference on Behavioral, Economic and Social-Cultural Computing. 【CPCI, EI】

? 林鸿文，戴中擎，池秉聪，童振源 (2016)。 “判定预测市场之准确度：单一与合并鉴别模型之比较。”经济论文丛刊，第 44 卷第 3 期，頁 413-474。 【TSSCI 排名第一】

? 林鸿文，扶涛，张娜，肖红 “中国动能策略与财务透明度,” in Proceedings of 2015 3rd Global Economy & Governance – Challenges of Environmental Finance, Social Responsibility & Governance (2015 GEG).

? Hung-Wen Lin, Chen-yuan Tung and Jason J. H. Yeh (2014), “Multivariate Methods in Assessing the Accuracy of Prediction Markets ex ante Based on the Highest-Price Criterion,” Journal of Prediction Markets, Vol. 7, No. 3, p. 31-46. 【EconPapers】

? 林鸿文，童振源，叶家兴 (2014)。 “以预测市场汇聚信息支持决策之方法：从机率预测到类别判定。” 电子商务学报，第十六卷第二期/页 127-148. 【TSSCI】

? 林鸿文，童振源，叶家兴 (2014)。 “选举预测市场之选前鉴别模型：以最高价准则为门坎。” 吴东政治学报，第三十二卷第二期/页 117-171。. 【TSSCI】

II. 大型会议论文发表

? “Abnormal Earnings Management, Retail Investor Attention, and Stock Price Inertia in Shanghai and Shenzhen Market”, Paper presented with Jing-Bo Huang, Kun-Ben Lin, and Shu-Heng Chen at Asia-Pacific Econophysics Conference 2018 in Taipei, Taiwan, August, 2018.

? “Joint Effects of Financial Transparency and Media Coverage in Contrarian Stock Market”, Paper presented with Jing-Bo Huang, Kun-Ben Lin, and Shu-Heng Chen at International Conference on Economic Modeling in Venice, Italy, July, 2018.

? “Financial Transparency, Price Reversal and Media Coverage”, Paper presented with Jing-Bo Huang, Kun-Ben Lin, and Shu-Heng Chen at 5th International Symposium in Computational Economics and Finance (ISCEF 2018) in Paris, France, April, 2018.

? “Excess Media Coverage, Timely Loss Avoidance and Negative Momentum Profit in Chinese Stock Markets”, Paper presented with Jing-Bo Huang, Kun-Ben Lin, and Shu-Heng Chen at 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents in Tokyo, Japan, June, 2018.

? “Media Coverage Connects Momentum with Transparency in China.” Paper presented with Jing-Bo Huang and Kun-Ben Lin at 1st Workshop on the Complex Dynamics of Financial Markets under Complex Information Environments in Tianjin, China, and December 2016.

? “Timely Loss Avoidance, Media Coverage and Momentum in China.” Paper presented with Jing-Bo Huang and Kun-Ben Lin at Duke Forest Conference 2016 in North Carolina, USA, November 2016.

? “Timely Loss Avoidance, Media Coverage and Momentum in China.” Paper presented with Jing-Bo Huang and Kun-Ben Lin at 4rd Global Economy & Governance – Challenges of Environmental Finance, Social Responsibility & Governance (GEG 2016) in Qingdao, China, October 2016.

? “Momentum and China Real Estate." Paper presented with Tao Fu, Hong Xiao and Zhi-Ming Xu at 21th International Conference on Computing in Economics and Finance (CEF 2015), National Chengchi University, Taipei, Taiwan, June 2015.

? 林鸿文，池秉聪，戴中擎，童振源，陈树衡，叶家兴. “预测市场：合并预测模型之事前鉴别”, 海峡两岸经济学与政策模拟研究暨全国博奕论与实验经济学研究会2014年会，华南师范大学，广州

? “Synergy Effect between Stochastic Dominance and Value at Risk.” Paper presented with Mao-Wei Hung and Cheng-Hu Ma at 2012 Taiwan Economics Association Annual Conference in Taoyuan, Taiwan, December 2012.

? “Models Assessing the Prediction Accuracy of Prediction Markets.” Paper presented with Tsz- Chuan Chou, Jason J. H. Yeh, and Chen-Yuan Tung at 2011 Taiwan Economics Association Annual Conference in Taipei, Taiwan, December 2011.